+4,717.3%
ROST vs DPZ
+5,248.7%
-531.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.8% | -3.5% | +1.7% | -0.9% |
| 30D | +6.8% | +5.7% | +1.1% | +5.2% |
| 3M | -4.0% | -7.5% | +3.5% | -2.2% |
| 6M | +12.9% | +6.2% | +6.7% | +10.4% |
| YTD | +34.7% | -19.8% | +54.5% | +41.3% |
| 1Y | +49.5% | -18.0% | +67.5% | +55.8% |
| 3Y | +101.5% | -8.8% | +110.3% | +101.1% |
| 5Y | +120.7% | -30.2% | +150.9% | +132.7% |
| 10Y | +317.8% | +132.0% | +185.8% | +201.9% |
| All | +4,717.3% | +5,248.7% | -531.5% | +1,328.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling